A Polynomial Interior‐Point Algorithm for Monotone Linear Complementarity Problems

In this paper, we propose an interior‐point algorithm for monotone linear complementarity problems. The algorithm is based on a new technique for finding the search direction and the strategy of the central path. At each iteration, we use only full‐Newton steps. Moreover, it is proven that the number of iterations of the algorithm coincides with the well‐known best iteration bound for monotone linear complementarity problems.